Location: Novato, CA
CIK: 0001145255 · Show all filings
Period: Q4 2018 (← Previous) (Next →)
Filing Date: Jan 14, 2019
Total Value: $2.037B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| ATO | ATMOS ENERGY CORP | 460,086 | $42.66M | 2.1% | $92.72 * | $40.36 | +94.0% | COM | 049560105 |
| ENB | ENBRIDGE INC | 1,370,765 | $42.6M | 2.1% | $31.08 * | $23.83 | -17.8% | COM | 29250N105 |
| SO | SOUTHERN CO | 959,200 | $42.13M | 2.1% | $43.92 * | $34.76 | -4.2% | COM | 842587107 |
| LNG | CHENIERE ENERGY INC | 710,917 | $42.08M | 2.1% | $59.19 | $39.26 | +50.8% | COM NEW | 16411R208 |
| SRE | SEMPRA ENERGY | 384,340 | $41.58M | 2.0% | $108.19 * | $30.45 | +42.0% | COM | 816851109 |
| KMI | KINDER MORGAN INC DEL | 2,694,101 | $41.44M | 2.0% | $15.38 * | $16.86 | -39.4% | COM | 49456B101 |
| D | DOMINION ENERGY INC | 570,296 | $40.75M | 2.0% | $71.46 * | $38.66 | +35.8% | COM | 25746U109 |
| — | TRANSCANADA CORP | 1,140,353 | $40.71M | 2.0% | $35.70 | $44.23 | — | COM | 89353D107 |
| NGG | NATIONAL GRID PLC | 746,844 | $35.83M | 1.8% | $47.98 | $68.64 | -30.1% | SPON ADR NEW | 636274409 |
| WEC | WEC ENERGY GROUP INC | 490,740 | $33.99M | 1.7% | $69.26 * | $36.05 | +53.8% | COM | 92939U106 |
| CROX | CROCS INC | 1,204,100 | $31.28M | 1.5% | $25.98 | $18.29 | +42.1% | COM | 227046109 |
| UGI | UGI CORP NEW | 579,752 | $30.93M | 1.5% | $53.35 | $48.01 | +11.1% | COM | 902681105 |
| NI | NISOURCE INC | 1,055,781 | $26.76M | 1.3% | $25.35 * | $11.29 | +78.2% | COM | 65473P105 |
| — | SPIRIT AIRLS INC | 417,700 | $24.19M | 1.2% | $57.92 | $46.97 | — | COM | 848577102 |
| DUK | DUKE ENERGY CORP NEW | 278,787 | $24.06M | 1.2% | $86.30 * | $51.67 | +26.1% | COM | 26441C204 |
| ED | CONSOLIDATED EDISON INC | 291,936 | $22.32M | 1.1% | $76.46 * | $40.03 | +48.3% | COM | 209115104 |
| CASY | CASEYS GEN STORES INC | 173,500 | $22.23M | 1.1% | $128.14 * | $109.30 | +11.8% | COM | 147528103 |
| AES | AES CORP | 1,519,800 | $21.98M | 1.1% | $14.46 * | $10.36 | +8.7% | COM | 00130H105 |
| — | EQUITRANS MIDSTREAM CORPORATIO COM | 1,096,345 | $21.95M | 1.1% | $20.02 | $20.02 | — | COM | 294600101 |
| DTE | DTE ENERGY CO | 193,804 | $21.38M | 1.0% | $110.30 * | $46.09 | +61.3% | COM | 233331107 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 410,490 | $21.37M | 1.0% | $52.05 * | $24.31 | +69.2% | COM | 744573106 |
| CMS | CMS ENERGY CORP | 411,998 | $20.46M | 1.0% | $49.65 * | $21.66 | +86.4% | COM | 125896100 |
| NSP | INSPERITY INC | 215,300 | $20.1M | 1.0% | $93.36 * | $82.97 | -6.0% | COM | 45778Q107 |
| SFM | SPROUTS FMRS MKT INC | 852,100 | $20.03M | 1.0% | $23.51 | $24.68 | -4.7% | COM | 85208M102 |
| OGS | ONE GAS INC | 246,675 | $19.64M | 1.0% | $79.60 | $39.60 | +101.0% | COM | 68235P108 |
| RH | RH | 155,900 | $18.68M | 0.9% | $119.82 | $140.28 | -14.6% | COM | 74967X103 |
| ORI | OLD REP INTL CORP | 899,800 | $18.51M | 0.9% | $20.57 * | $12.01 | -3.2% | COM | 680223104 |
| POST | POST HLDGS INC | 205,542 | $18.32M | 0.9% | $89.13 * | $61.37 | -4.9% | COM | 737446104 |
| MUSA | MURPHY USA INC | 236,600 | $18.13M | 0.9% | $76.64 * | $80.24 | -7.2% | COM | 626755102 |
| CNP | CENTERPOINT ENERGY INC | 631,828 | $17.84M | 0.9% | $28.23 * | $16.00 | +44.0% | COM | 15189T107 |
| BAH | BOOZ ALLEN HAMILTON HLDG CORP CL A | 389,817 | $17.57M | 0.9% | $45.07 * | $42.74 | -7.1% | CL A | 099502106 |
| AIZ | ASSURANT INC | 195,600 | $17.49M | 0.9% | $89.44 * | $92.18 | -14.7% | COM | 04621X108 |
| ASH | ASHLAND GLOBAL HLDGS INC | 238,400 | $16.92M | 0.8% | $70.96 * | $73.66 | -14.5% | COM | 044186104 |
| MOH | MOLINA HEALTHCARE INC | 145,100 | $16.86M | 0.8% | $116.22 | $127.64 | -8.9% | COM | 60855R100 |
| SWX | SOUTHWEST GAS HOLDINGS INC | 217,317 | $16.63M | 0.8% | $76.50 | $54.53 | +40.3% | COM | 844895102 |
| — | AARONS INC | 393,400 | $16.54M | 0.8% | $42.05 | $54.46 | — | COM PAR $0.50 | 002535300 |
| LSTR | LANDSTAR SYS INC | 169,200 | $16.19M | 0.8% | $95.67 | $122.00 | — | COM | 515098101 |
| — | VECTREN CORP | 222,628 | $16.02M | 0.8% | $71.98 | $39.97 | — | COM | 92240G101 |
| BJRI | BJS RESTAURANTS INC | 312,800 | $15.82M | 0.8% | $50.57 | $65.91 | -24.5% | COM | 09180C106 |
| CLF | CLEVELAND CLIFFS INC | 2,045,600 | $15.73M | 0.8% | $7.69 * | $9.74 | -25.3% | COM | 185899101 |
| SR | SPIRE INC | 206,491 | $15.3M | 0.8% | $74.08 | $70.15 | — | COM | 84857L101 |
| PCG | PG&E CORP | 635,449 | $15.09M | 0.7% | $23.75 | $42.57 | -44.8% | COM | 69331C108 |
| VZ | VERIZON COMMUNICATIONS INC | 260,808 | $14.66M | 0.7% | $56.22 * | $28.67 | +33.6% | COM | 92343V104 |
| CACI | CACI INTL INC | 101,600 | $14.63M | 0.7% | $144.03 | $184.58 | -22.0% | CL A | 127190304 |
| AEO | AMERICAN EAGLE OUTFITTERS NEW COM | 753,361 | $14.56M | 0.7% | $19.33 * | $20.86 | -22.6% | COM | 02553E106 |
| CLH | CLEAN HARBORS INC COM | 289,300 | $14.28M | 0.7% | $49.35 | $63.60 | -22.4% | COM | 184496107 |
| XEL | XCEL ENERGY INC | 286,399 | $14.11M | 0.7% | $49.27 * | $21.50 | +85.5% | COM | 98389B100 |
| DNOW | NOW INC/DE | 1,185,400 | $13.8M | 0.7% | $11.64 | $15.86 | -26.6% | COM | 67011P100 |
| NFG | NATIONAL FUEL GAS CO N J | 264,924 | $13.56M | 0.7% | $51.18 | $62.15 | -17.7% | COM | 636180101 |
| PENN | PENN NATL GAMING INC | 712,358 | $13.41M | 0.7% | $18.83 | $27.26 | -30.9% | COM | 707569109 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTNS COM | 1,373,600 | $13.24M | 0.7% | $9.64 | $13.59 | -29.1% | COM | 01988P108 |
| MRK | MERCK & CO INC | 168,900 | $12.91M | 0.6% | $76.41 * | $43.32 | +35.5% | COM | 58933Y105 |
| DCH | AMERICAN AXLE & MFG HLDGS INC COM | 1,154,600 | $12.82M | 0.6% | $11.10 | $17.19 | -35.4% | COM | 024061103 |
| PFE | PFIZER INC | 290,652 | $12.69M | 0.6% | $43.65 * | $18.04 | +66.6% | COM | 717081103 |
| NJR | NEW JERSEY RES | 271,634 | $12.41M | 0.6% | $45.67 * | $20.31 | +75.3% | COM | 646025106 |
| PBF | PBF ENERGY INC | 374,000 | $12.22M | 0.6% | $32.67 | $46.68 | -30.0% | CL A | 69318G106 |
| — | ENLINK MIDSTREAM PARTNERS LP COM UNIT REP LTD | 1,089,100 | $11.99M | 0.6% | $11.01 | $18.64 | — | COM UNIT REP LTD | 29336U107 |
| PG | PROCTER AND GAMBLE CO | 128,850 | $11.84M | 0.6% | $91.92 * | $66.16 | +16.4% | COM | 742718109 |
| CSCO | CISCO SYS INC | 265,498 | $11.5M | 0.6% | $43.33 * | $21.09 | +65.8% | COM | 17275R102 |
| TRN | TRINITY INDS INC | 556,400 | $11.46M | 0.6% | $20.59 * | $19.96 | -21.2% | COM | 896522109 |
| KO | COCA COLA CO | 237,400 | $11.24M | 0.6% | $47.35 * | $31.71 | +20.4% | COM | 191216100 |
| FTS | FORTIS INC | 334,276 | $11.15M | 0.5% | $33.36 * | $22.21 | +15.3% | COM | 349553107 |
| IBM | INTERNATIONAL BUSINESS MACHS COM | 95,596 | $10.87M | 0.5% | $113.67 * | $95.89 | -16.5% | COM | 459200101 |
| EXC | EXELON CORP | 240,631 | $10.85M | 0.5% | $45.10 * | $15.53 | +62.1% | COM | 30161N101 |
| INTC | INTEL CORP | 222,100 | $10.42M | 0.5% | $46.93 * | $37.00 | +9.2% | COM | 458140100 |
| CVX | CHEVRON CORP NEW | 94,005 | $10.23M | 0.5% | $108.79 * | $71.13 | +12.5% | COM | 166764100 |
| ES | EVERSOURCE ENERGY | 147,075 | $9.566M | 0.5% | $65.04 * | $36.71 | +38.5% | COM | 30040W108 |
| MDU | MDU RES GROUP INC | 400,407 | $9.546M | 0.5% | $23.84 * | $7.75 | -5.0% | COM | 552690109 |
| XOM | EXXON MOBIL CORP | 136,210 | $9.288M | 0.5% | $68.19 * | $55.41 | -11.1% | COM | 30231G102 |
| CNDT | CONDUENT INC | 865,200 | $9.197M | 0.5% | $10.63 | $20.52 | -48.2% | COM | 206787103 |
| — | SOUTH JERSEY INDS INC | 315,671 | $8.776M | 0.4% | $27.80 | $37.40 | — | COM | 838518108 |
| BKH | BLACK HILLS CORP | 139,547 | $8.761M | 0.4% | $62.78 * | $44.38 | +7.8% | COM | 092113109 |
| NWN | NORTHWEST NAT HLDG CO | 141,803 | $8.573M | 0.4% | $60.46 | $66.85 | -9.6% | COM | 66765N105 |
| PAGP | PLAINS GP HLDGS L P | 426,255 | $8.568M | 0.4% | $20.10 | $33.42 | — | LTP PARTNR INT A | 72651A207 |
| PPL | PPL CORP | 298,419 | $8.454M | 0.4% | $28.33 * | $19.77 | +6.1% | COM | 69351T106 |
| LLY | LILLY ELI & CO | 69,000 | $7.985M | 0.4% | $115.72 * | $71.71 | +46.8% | COM | 532457108 |
| HPQ | HP INC | 374,600 | $7.664M | 0.4% | $20.46 * | $9.96 | +61.6% | COM | 40434L105 |
| TGT | TARGET CORP | 112,600 | $7.442M | 0.4% | $66.09 * | $53.76 | +1.6% | COM | 87612E106 |
| CVS | CVS HEALTH CORP | 110,400 | $7.233M | 0.4% | $65.52 * | $55.85 | -6.5% | COM | 126650100 |
| HIFS | HINGHAM INSTN SVGS MASS | 36,000 | $7.119M | 0.3% | $197.75 * | $55.69 | +226.1% | COM | 433323102 |
| CNC | CENTENE CORP DEL | 58,900 | $6.791M | 0.3% | $115.30 * | $52.13 | +10.6% | COM | 15135B101 |
| AEE | AMEREN CORP | 103,240 | $6.734M | 0.3% | $65.23 * | $27.01 | +98.2% | COM | 023608102 |
| GM | GENERAL MTRS CO | 197,500 | $6.606M | 0.3% | $33.45 * | $31.23 | -2.0% | COM | 37045V100 |
| KSS | KOHLS CORP | 95,900 | $6.362M | 0.3% | $66.34 | $63.46 | +4.5% | COM | 500255104 |
| OCFC | OCEANFIRST FINL CORP | 280,000 | $6.303M | 0.3% | $22.51 * | $14.17 | +18.9% | COM | 675234108 |
| — | BROOKLINE BANCORP INC DEL | 455,000 | $6.288M | 0.3% | $13.82 | $11.51 | — | COM | 11373M107 |
| — | THOMSON REUTERS CORP | 129,800 | $6.271M | 0.3% | $48.31 | $38.94 | — | COM | 884903105 |
| — | UNION BANKSHARES CORP NEW | 220,000 | $6.211M | 0.3% | $28.23 | $37.56 | — | COM | 90539J109 |
| — | TELLURIAN INC NEW | 882,690 | $6.135M | 0.3% | $6.95 | $10.23 | — | COM | 87968A104 |
| MO | ALTRIA GROUP INC | 121,600 | $6.006M | 0.3% | $49.39 * | $31.66 | -9.4% | COM | 02209S103 |
| AMGN | AMGEN INC | 30,200 | $5.879M | 0.3% | $194.67 * | $144.43 | +8.7% | COM | 031162100 |
| — | GLAXOSMITHKLINE PLC | 149,900 | $5.728M | 0.3% | $38.21 | $41.56 | — | SPONSORED ADR | 37733W105 |
| GIS | GENERAL MLS INC | 145,700 | $5.674M | 0.3% | $38.94 * | $42.98 | -29.2% | COM | 370334104 |
| CVI | CVR ENERGY INC | 161,326 | $5.563M | 0.3% | $34.48 * | $16.65 | +18.0% | COM | 12662P108 |
| — | SCANA CORP NEW | 115,966 | $5.541M | 0.3% | $47.78 | $53.67 | — | COM | 80589M102 |
| — | MERIDIAN BANCORP INC MD | 380,000 | $5.442M | 0.3% | $14.32 | $13.58 | — | COM | 58958U103 |
| CNOB | CONNECTONE BANCORP INC NEW | 285,000 | $5.264M | 0.3% | $18.47 * | $20.39 | -24.3% | COM | 20786W107 |
| JNJ | JOHNSON & JOHNSON | 40,700 | $5.252M | 0.3% | $129.04 * | $108.36 | -2.2% | COM | 478160104 |
| — | UNILEVER PLC | 99,600 | $5.204M | 0.3% | $52.25 | $55.56 | — | SPON ADR NEW | 904767704 |
| PEP | PEPSICO INC | 46,700 | $5.159M | 0.3% | $110.47 * | $89.25 | +0.1% | COM | 713448108 |
| KRNY | KEARNY FINL CORP MD | 400,000 | $5.128M | 0.3% | $12.82 | $12.58 | +1.9% | COM | 48716P108 |
| EQNR | EQUINOR ASA | 239,900 | $5.079M | 0.2% | $21.17 | $26.00 | -18.6% | SPONSORED ADR | 29446M102 |
| ACA | ARCOSA INC | 182,867 | $5.064M | 0.2% | $27.69 * | $26.73 | +0.9% | COM | 039653100 |
| — | TOTAL S A | 96,800 | $5.051M | 0.2% | $52.18 | $50.42 | — | SPONSORED ADR | 89151E109 |
| BP | BP PLC | 131,400 | $4.983M | 0.2% | $37.92 | $35.17 | +7.8% | SPONSORED ADR | 055622104 |
| INDB | INDEPENDENT BANK CORP MASS | 70,000 | $4.922M | 0.2% | $70.31 * | $42.09 | +34.3% | COM | 453836108 |
| CPK | CHESAPEAKE UTILS CORP | 60,158 | $4.891M | 0.2% | $81.30 * | $35.45 | +101.1% | COM | 165303108 |
| EGBN | EAGLE BANCORP INC MD | 100,000 | $4.871M | 0.2% | $48.71 * | $40.82 | -6.8% | COM | 268948106 |
| MPC | MARATHON PETE CORP | 81,200 | $4.792M | 0.2% | $59.01 * | $53.75 | -12.3% | COM | 56585A102 |
| PSX | PHILLIPS 66 | 54,900 | $4.73M | 0.2% | $86.16 * | $57.27 | +13.4% | COM | 718546104 |
| FBP | FIRST BANCORP P R | 550,000 | $4.73M | 0.2% | $8.60 * | $3.34 | +110.7% | COM NEW | 318672706 |
| — | ROYAL DUTCH SHELL PLC | 78,200 | $4.687M | 0.2% | $59.94 | $65.53 | — | SPON ADR B | 780259107 |
| JPM | JPMORGAN CHASE & CO. | 47,850 | $4.671M | 0.2% | $97.62 * | $77.67 | +3.3% | COM | 46625H100 |
| BMY | BRISTOL MYERS SQUIBB CO | 89,800 | $4.668M | 0.2% | $51.98 * | $48.10 | -17.6% | COM | 110122108 |
| EMR | EMERSON ELEC CO | 77,800 | $4.649M | 0.2% | $59.76 * | $40.96 | +23.8% | COM | 291011104 |
| OXY | OCCIDENTAL PETE CORP DEL | 74,960 | $4.601M | 0.2% | $61.38 * | $55.86 | -6.1% | COM | 674599105 |
| TD | TORONTO DOMINION BK ONT | 92,500 | $4.599M | 0.2% | $49.72 | $46.48 | +7.0% | COM NEW | 891160509 |
| BRK/A | BERKSHIRE HATHAWAY INC - CL A | 15 | $4.59M | 0.2% | $306000.00 | $220334.50 | +38.9% | CL A | 084670108 |
| RY | ROYAL BK CDA MONTREAL QUE | 65,600 | $4.495M | 0.2% | $68.52 | $65.99 | +3.8% | COM | 780087102 |
| BBY | BEST BUY INC | 84,700 | $4.486M | 0.2% | $52.96 * | $38.89 | +4.2% | COM | 086516101 |
| BURL | BURLINGTON STORES INC | 26,900 | $4.376M | 0.2% | $162.68 | $123.55 | +31.7% | COM | 122017106 |
| SU | SUNCOR ENERGY INC NEW | 155,100 | $4.338M | 0.2% | $27.97 * | $21.23 | -0.0% | COM | 867224107 |
| UPS | UNITED PARCEL SERVICE INC | 44,200 | $4.311M | 0.2% | $97.53 * | $75.01 | -1.1% | CL B | 911312106 |
| HSBC | HSBC HLDGS PLC | 104,310 | $4.288M | 0.2% | $41.11 | $41.59 | -1.2% | SPON ADR NEW | 404280406 |
| T | AT&T INC | 150,160 | $4.286M | 0.2% | $28.54 * | $14.51 | -10.3% | COM | 00206R102 |
| JCI | JOHNSON CTLS INTL PLC | 143,700 | $4.261M | 0.2% | $29.65 * | $31.78 | -19.7% | SHS | G51502105 |
| BNS | BANK N S HALIFAX | 84,600 | $4.219M | 0.2% | $49.87 * | $32.91 | +4.8% | COM | 064149107 |
| GILD | GILEAD SCIENCES INC | 67,100 | $4.197M | 0.2% | $62.55 * | $58.99 | -19.0% | COM | 375558103 |
| — | VERSO CORP | 185,600 | $4.157M | 0.2% | $22.40 | $16.84 | — | CL A | 92531L207 |
| — | STERLING BANCORP DEL | 250,000 | $4.128M | 0.2% | $16.51 | $22.82 | — | COM | 85917A100 |
| — | OPUS BK IRVINE CALIF | 210,000 | $4.114M | 0.2% | $19.59 | $23.89 | — | COM | 684000102 |
| CNQ | CANADIAN NAT RES LTD | 164,600 | $3.972M | 0.2% | $24.13 * | $11.03 | -24.8% | COM | 136385101 |
| F | FORD MTR CO DEL | 512,545 | $3.921M | 0.2% | $7.65 * | $7.77 | -31.1% | COM PAR $0.01 | 345370860 |
| CLBK | COLUMBIA FINL INC | 255,000 | $3.899M | 0.2% | $15.29 | $16.65 | -8.2% | COM | 197641103 |
| CCL | CARNIVAL CORP | 78,500 | $3.87M | 0.2% | $49.30 * | $62.77 | -25.4% | UNIT 99/99/9999 | 143658300 |
| BANC | BANC OF CALIFORNIA INC | 284,000 | $3.78M | 0.2% | $13.31 * | $16.44 | -30.5% | COM | 05990K106 |
| LVS | LAS VEGAS SANDS CORP | 72,500 | $3.774M | 0.2% | $52.06 * | $41.23 | +12.3% | COM | 517834107 |
| MFC | MANULIFE FINL CORP | 264,800 | $3.758M | 0.2% | $14.19 | $17.52 | -19.0% | COM | 56501R106 |
| ELV | ANTHEM INC | 14,000 | $3.677M | 0.2% | $262.64 * | $211.75 | +13.0% | COM | 036752103 |
| UNH | UNITEDHEALTH GROUP INC | 14,500 | $3.612M | 0.2% | $249.10 * | $196.37 | +13.1% | COM | 91324P102 |
| CBZ | CBIZ INC | 181,300 | $3.572M | 0.2% | $19.70 | $17.40 | +13.2% | COM | 124805102 |
| UAL | UNITED CONTL HLDGS INC | 42,500 | $3.559M | 0.2% | $83.74 | $56.03 | +49.4% | COM | 910047109 |
| — | LAKELAND BANCORP INC | 240,000 | $3.554M | 0.2% | $14.81 | $14.81 | — | COM | 511637100 |
| — | FCB FINL HLDGS INC | 105,000 | $3.526M | 0.2% | $33.58 | $38.42 | — | CL A | 30255G103 |
| PM | PHILIP MORRIS INTL INC | 52,400 | $3.498M | 0.2% | $66.76 * | $57.99 | -19.9% | COM | 718172109 |
| CHEF | CHEFS WHSE INC | 107,800 | $3.447M | 0.2% | $31.98 | $30.87 | +3.6% | COM | 163086101 |
| HCA | HCA HEALTHCARE INC | 27,700 | $3.447M | 0.2% | $124.44 * | $72.47 | +61.5% | COM | 40412C101 |
| PGR | PROGRESSIVE CORP OHIO | 56,900 | $3.433M | 0.2% | $60.33 * | $44.72 | +6.4% | COM | 743315103 |
| CMTL | COMTECH TELECOMMUNICATIONS CP COM NEW | 139,200 | $3.388M | 0.2% | $24.34 * | $21.77 | +1.9% | COM NEW | 205826209 |
| LYV | LIVE NATION ENTERTAINMENT INC COM | 68,700 | $3.383M | 0.2% | $49.24 | $44.35 | +11.0% | COM | 538034109 |
| — | REGIS CORP MINN | 197,900 | $3.354M | 0.2% | $16.95 | $15.13 | — | COM | 758932107 |
| BOOT | BOOT BARN HLDGS INC | 191,600 | $3.263M | 0.2% | $17.03 | $18.01 | -5.5% | COM | 099406100 |
| AMN | AMN HEALTHCARE SERVICES INC | 57,200 | $3.241M | 0.2% | $56.66 | $54.37 | +4.2% | COM | 001744101 |
| — | UNITED FINL BANCORP INC NEW | 220,000 | $3.234M | 0.2% | $14.70 | $13.77 | — | COM | 910304104 |
| NOMD | NOMAD FOODS LTD | 193,000 | $3.227M | 0.2% | $16.72 | $16.53 | +1.2% | USD ORD SHS | G6564A105 |
| CALY | CALLAWAY GOLF CO | 208,300 | $3.187M | 0.2% | $15.30 | $15.14 | +0.7% | COM | 131193104 |
| CSX | CSX CORP | 51,200 | $3.181M | 0.2% | $62.13 * | $16.81 | +12.2% | COM | 126408103 |
| — | MANTECH INTL CORP | 60,700 | $3.174M | 0.2% | $52.29 | $55.47 | — | CL A | 564563104 |
| SBUX | STARBUCKS CORP | 49,170 | $3.167M | 0.2% | $64.41 * | $48.47 | +14.2% | COM | 855244109 |
| — | GENERAL ELECTRIC CO | 416,736 | $3.155M | 0.2% | $7.57 | $20.35 | — | COM | 369604103 |
| LPLA | LPL FINL HLDGS INC | 51,400 | $3.14M | 0.2% | $61.09 | $61.98 | -1.5% | COM | 50212V100 |
| AZO | AUTOZONE INC | 3,700 | $3.102M | 0.2% | $838.38 | $726.99 | +15.3% | COM | 053332102 |
| — | HARBORONE BANCORP INC | 195,000 | $3.099M | 0.2% | $15.89 | $17.77 | — | COM | 41165F101 |
| KHC | KRAFT HEINZ CO | 71,700 | $3.086M | 0.2% | $43.04 * | $48.97 | -37.4% | COM | 500754106 |
| WAFD | WASHINGTON FED INC | 115,000 | $3.072M | 0.2% | $26.71 * | $15.32 | +38.6% | COM | 938824109 |
| — | PROVIDENCE SVC CORP | 51,100 | $3.067M | 0.2% | $60.02 | $69.13 | — | COM | 743815102 |
| WM | WASTE MGMT INC DEL | 33,800 | $3.008M | 0.1% | $88.99 * | $74.90 | +5.8% | COM | 94106L109 |
| — | RENEWABLE ENERGY GROUP INC | 117,000 | $3.007M | 0.1% | $25.70 | $25.70 | — | COM NEW | 75972A301 |
| — | GREEN BANCORP INC | 175,000 | $3M | 0.1% | $17.14 | $17.04 | — | COM | 39260X100 |
| UNP | UNION PAC CORP | 21,198 | $2.93M | 0.1% | $138.22 * | $74.66 | +58.6% | COM | 907818108 |
| — | PACWEST BANCORP DEL | 87,500 | $2.912M | 0.1% | $33.28 | $43.92 | — | COM | 695263103 |
| — | IBERIABANK CORP | 45,000 | $2.893M | 0.1% | $64.29 | $82.47 | — | COM | 450828108 |
| DRI | DARDEN RESTAURANTS INC | 28,900 | $2.886M | 0.1% | $99.86 * | $52.80 | +55.4% | COM | 237194105 |
| DIS | DISNEY WALT CO | 26,300 | $2.884M | 0.1% | $109.66 * | $102.13 | +3.6% | COM DISNEY | 254687106 |
| BKU | BANKUNITED INC | 95,000 | $2.844M | 0.1% | $29.94 * | $26.12 | -9.3% | COM | 06652K103 |
| WTFC | WINTRUST FINL CORP | 42,500 | $2.826M | 0.1% | $66.49 | $48.87 | +36.1% | COM | 97650W108 |
| — | PENNYMAC FINL SVCS INC | 132,800 | $2.823M | 0.1% | $21.26 | $22.65 | — | CL A | 70932B101 |
| AQN | ALGONQUIN PWR UTILS CORP | 278,664 | $2.801M | 0.1% | $10.05 * | $5.48 | +29.7% | COM | 015857105 |
| NWE | NORTHWESTERN CORP | 46,398 | $2.758M | 0.1% | $59.44 * | $29.01 | +51.4% | COM NEW | 668074305 |
| SLB | SCHLUMBERGER LTD | 76,400 | $2.757M | 0.1% | $36.09 * | $55.18 | -46.3% | COM | 806857108 |
| KR | KROGER CO | 100,100 | $2.753M | 0.1% | $27.50 * | $24.06 | -1.7% | COM | 501044101 |
| — | HOLLYFRONTIER CORP | 53,600 | $2.74M | 0.1% | $51.12 | $52.13 | — | COM | 436106108 |
| KMB | KIMBERLY CLARK CORP | 24,000 | $2.735M | 0.1% | $113.96 * | $86.21 | +3.6% | COM | 494368103 |
| — | WALGREENS BOOTS ALLIANCE INC COM | 39,800 | $2.72M | 0.1% | $68.34 | $65.48 | — | COM | 931427108 |
| — | BENEFICIAL BANCORP INC | 190,000 | $2.715M | 0.1% | $14.29 | $13.15 | — | COM | 08171T102 |
| AAPL | APPLE INC | 17,129 | $2.702M | 0.1% | $157.74 * | $28.37 | +32.2% | COM | 037833100 |
| — | BLUE HILLS BANCORP INC | 125,000 | $2.668M | 0.1% | $21.34 | $24.10 | — | COM | 095573101 |
| DAL | DELTA AIR LINES INC DEL | 52,300 | $2.61M | 0.1% | $49.90 * | $43.64 | +7.6% | COM NEW | 247361702 |
| MTZ | MASTEC INC | 64,200 | $2.604M | 0.1% | $40.56 | $50.70 | -20.0% | COM | 576323109 |
| HCC | WARRIOR MET COAL INC | 107,500 | $2.592M | 0.1% | $24.11 | $26.34 | -8.5% | COM | 93627C101 |
| WMT | WALMART INC | 27,400 | $2.552M | 0.1% | $93.14 * | $28.34 | -1.3% | COM | 931142103 |
| DE | DEERE & CO | 17,100 | $2.551M | 0.1% | $149.18 * | $71.96 | +87.5% | COM | 244199105 |
| OMC | OMNICOM GROUP INC | 34,600 | $2.534M | 0.1% | $73.24 * | $54.64 | +4.2% | COM | 681919106 |
| ALL | ALLSTATE CORP | 30,000 | $2.479M | 0.1% | $82.63 * | $80.71 | -13.1% | COM | 020002101 |
| AVA | AVISTA CORP | 57,572 | $2.446M | 0.1% | $42.49 * | $19.35 | +61.1% | COM | 05379B107 |
| BANR | BANNER CORP | 45,000 | $2.407M | 0.1% | $53.49 * | $30.66 | +33.9% | COM NEW | 06652V208 |
| ARCB | ARCBEST CORP | 68,500 | $2.347M | 0.1% | $34.26 * | $39.05 | -16.5% | COM | 03937C105 |
| PCAR | PACCAR INC | 39,900 | $2.28M | 0.1% | $57.14 * | $34.80 | -15.3% | COM | 693718108 |
| V | VISA INC | 17,000 | $2.243M | 0.1% | $131.94 * | $75.76 | +65.9% | COM CL A | 92826C839 |
| BAC | BANK AMER CORP | 91,000 | $2.242M | 0.1% | $24.64 * | $15.57 | +33.6% | COM | 060505104 |
| — | CBS CORP NEW | 51,200 | $2.238M | 0.1% | $43.71 | $61.20 | — | CL B | 124857202 |
| MA | MASTERCARD INCORPORATED | 11,840 | $2.234M | 0.1% | $188.68 * | $110.44 | +64.2% | CL A | 57636Q104 |
| GAP | GAP INC DEL | 86,700 | $2.233M | 0.1% | $25.76 * | $21.35 | -6.3% | COM | 364760108 |
| — | CARLYLE GROUP L P | 141,500 | $2.229M | 0.1% | $15.75 | $21.35 | — | COM UTS LTD PTN | 14309L102 |
| LUV | SOUTHWEST AIRLS CO | 47,900 | $2.226M | 0.1% | $46.47 * | $30.80 | +38.0% | COM | 844741108 |
| NUE | NUCOR CORP | 42,900 | $2.223M | 0.1% | $51.82 * | $55.79 | -19.7% | COM | 670346105 |
| — | LAM RESEARCH CORP | 16,206 | $2.207M | 0.1% | $136.18 | $203.16 | — | COM | 512807108 |
| TBCH | TURTLE BEACH CORP | 151,100 | $2.156M | 0.1% | $14.27 | $12.58 | +13.5% | COM NEW | 900450206 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 10,500 | $2.144M | 0.1% | $204.19 | $156.76 | +30.3% | CL B NEW | 084670702 |
| CNH | CNH INDL N V | 230,600 | $2.124M | 0.1% | $9.21 * | $10.44 | -32.8% | SHS | N20944109 |
| COF | CAPITAL ONE FINL CORP | 28,000 | $2.117M | 0.1% | $75.61 * | $77.58 | -13.7% | COM | 14040H105 |
| UTL | UNITIL CORP | 41,298 | $2.091M | 0.1% | $50.63 | $33.02 | +53.4% | COM | 913259107 |
| LEA | LEAR CORP | 17,000 | $2.089M | 0.1% | $122.88 * | $132.02 | -19.4% | COM NEW | 521865204 |
| — | SPX FLOW INC | 68,600 | $2.087M | 0.1% | $30.42 | $49.19 | — | COM | 78469X107 |
| MU | MICRON TECHNOLOGY INC | 64,600 | $2.05M | 0.1% | $31.73 * | $46.70 | -33.7% | COM | 595112103 |
| EMN | EASTMAN CHEM CO | 27,900 | $2.04M | 0.1% | $73.12 * | $77.04 | -26.0% | COM | 277432100 |
| KBH | KB HOME | 106,400 | $2.032M | 0.1% | $19.10 * | $26.11 | -34.0% | COM | 48666K109 |
| PYPL | PAYPAL HLDGS INC | 24,000 | $2.018M | 0.1% | $84.08 | $51.22 | +63.8% | COM | 70450Y103 |
| BXC | BLUELINX HLDGS INC | 80,900 | $1.999M | 0.1% | $24.71 | $39.05 | -36.7% | COM NEW | 09624H208 |
| XPO | XPO LOGISTICS INC | 34,600 | $1.974M | 0.1% | $57.05 * | $24.05 | -18.0% | COM | 983793100 |
| UIS | UNISYS CORP | 168,000 | $1.954M | 0.1% | $11.63 | $15.74 | -26.1% | COM NEW | 909214306 |
| TSN | TYSON FOODS INC | 36,500 | $1.949M | 0.1% | $53.40 * | $61.52 | -28.8% | CL A | 902494103 |
| CPB | CAMPBELL SOUP CO | 58,800 | $1.94M | 0.1% | $32.99 * | $34.67 | -24.8% | COM | 134429109 |
| — | NOODLES & CO | 274,600 | $1.919M | 0.1% | $6.99 | $12.10 | — | COM CL A | 65540B105 |
| EZPW | EZCORP INC | 246,500 | $1.905M | 0.1% | $7.73 | $12.77 | -39.5% | CL A NON VTG | 302301106 |
| HUN | HUNTSMAN CORP | 96,900 | $1.869M | 0.1% | $19.29 | $30.92 | -37.6% | COM | 447011107 |
| AMAT | APPLIED MATLS INC | 57,002 | $1.866M | 0.1% | $32.74 * | $50.79 | -40.2% | COM | 038222105 |
| — | CONSTELLIUM NV | 266,700 | $1.864M | 0.1% | $6.99 | $10.85 | — | CL A | N22035104 |
| FDX | FEDEX CORP | 11,400 | $1.839M | 0.1% | $161.32 * | $220.51 | -35.6% | COM | 31428X106 |
| STLD | STEEL DYNAMICS INC | 60,900 | $1.829M | 0.1% | $30.03 * | $29.67 | -12.6% | COM | 858119100 |
| AMP | AMERIPRISE FINL INC | 17,500 | $1.826M | 0.1% | $104.34 * | $109.51 | -16.3% | COM | 03076C106 |
| MGEE | MGE ENERGY INC | 30,229 | $1.813M | 0.1% | $59.98 * | $30.41 | +70.1% | COM | 55277P104 |
| BCC | BOISE CASCADE CO DEL | 74,900 | $1.786M | 0.1% | $23.85 * | $25.29 | -34.6% | COM | 09739D100 |
| AAL | AMERICAN AIRLS GROUP INC | 54,400 | $1.747M | 0.1% | $32.11 | $42.36 | -25.4% | COM | 02376R102 |
| C | CITIGROUP INC | 33,500 | $1.744M | 0.1% | $52.06 * | $45.14 | -9.8% | COM NEW | 172967424 |
| CI | CIGNA CORP NEW | 9,103 | $1.729M | 0.1% | $189.94 * | $190.77 | -9.0% | COM | 125523100 |
| CAG | CONAGRA BRANDS INC | 76,300 | $1.63M | 0.1% | $21.36 * | $27.24 | -40.9% | COM | 205887102 |
| — | SUNTRUST BKS INC | 32,000 | $1.614M | 0.1% | $50.44 | $50.31 | — | COM | 867914103 |
| MCO | MOODYS CORP | 11,500 | $1.61M | 0.1% | $140.00 * | $119.64 | +10.2% | COM | 615369105 |
| FCX | FREEPORT-MCMORAN INC | 155,000 | $1.598M | 0.1% | $10.31 * | $13.03 | -27.6% | COM | 35671D857 |
| PNC | PNC FINL SVCS GROUP INC | 13,500 | $1.578M | 0.1% | $116.89 * | $84.60 | +7.3% | COM | 693475105 |
| MSBI | MIDLAND STS BANCORP INC ILL | 65,000 | $1.452M | 0.1% | $22.34 * | $19.63 | -21.9% | COM | 597742105 |
| — | L BRANDS INC | 55,900 | $1.435M | 0.1% | $25.67 | $43.02 | — | COM | 501797104 |
| CFG | CITIZENS FINL GROUP INC | 47,000 | $1.397M | 0.1% | $29.72 * | $26.10 | -16.3% | COM | 174610105 |
| — | ENDO INTL PLC | 190,400 | $1.39M | 0.1% | $7.30 | $7.30 | — | SHS | G30401106 |
| TCBK | TRICO BANCSHARES | 40,000 | $1.352M | 0.1% | $33.80 | $35.99 | -6.1% | COM | 896095106 |
| TCBI | TEXAS CAPITAL BANCSHARES INC COM | 25,000 | $1.277M | 0.1% | $51.08 | $63.07 | -19.0% | COM | 88224Q107 |
| RGCO | RGC RES INC | 41,863 | $1.254M | 0.1% | $29.95 | $15.34 | +95.3% | COM | 74955L103 |
| KEY | KEYCORP NEW | 77,000 | $1.138M | 0.1% | $14.78 * | $12.51 | -15.5% | COM | 493267108 |
| SCHW | SCHWAB CHARLES CORP NEW | 26,500 | $1.101M | 0.1% | $41.55 * | $42.10 | -10.7% | COM | 808513105 |
| MS | MORGAN STANLEY | 27,500 | $1.09M | 0.1% | $39.64 * | $31.38 | +1.6% | COM | 617446448 |
| WH | WYNDHAM HOTELS & RESORTS INC COM | 23,200 | $1.053M | 0.1% | $45.39 | $60.97 | -25.6% | COM | 98311A105 |
| — | PEOPLES UNITED FINANCIAL INC COM | 70,000 | $1.01M | 0.0% | $14.43 | $14.43 | — | COM | 712704105 |
| — | PYXUS INTL INC | 84,500 | $1.002M | 0.0% | $11.86 | $11.86 | — | COM | 74737V106 |
| STT | STATE STR CORP | 14,000 | $883K | 0.0% | $63.07 * | $74.88 | -32.7% | COM | 857477103 |
| NTB | BANK OF NT BUTTERFIELD&SON LTD SHS NEW | 28,000 | $878K | 0.0% | $31.36 * | $28.96 | -23.2% | SHS NEW | G0772R208 |
| — | LEGACY RESVS INC | 566,900 | $873K | 0.0% | $1.54 | $4.85 | — | COM | 524706108 |
| HWC | HANCOCK WHITNEY CORPORATION | 25,000 | $866K | 0.0% | $34.64 | $40.51 | -14.5% | COM | 410120109 |
| — | AVANGRID INC | 17,200 | $862K | 0.0% | $50.12 | $45.71 | — | COM | 05351W103 |
| — | DIME CMNTY BANCSHARES | 50,000 | $849K | 0.0% | $16.98 | $20.40 | — | COM | 253922108 |
| — | WYNDHAM DESTINATIONS INC | 23,400 | $839K | 0.0% | $35.85 | $114.42 | — | COM | 98310W108 |
| USB | US BANCORP DEL | 16,000 | $731K | 0.0% | $45.69 * | $34.97 | -2.0% | COM NEW | 902973304 |
| ETR | ENTERGY CORP NEW | 7,260 | $625K | 0.0% | $86.09 * | $22.06 | +51.2% | COM | 29364G103 |
| WAL | WESTERN ALLIANCE BANCORP | 15,000 | $592K | 0.0% | $39.47 * | $39.85 | -14.0% | COM | 957638109 |
| AXP | AMERICAN EXPRESS CO | 5,000 | $477K | 0.0% | $95.40 * | $79.05 | +9.5% | COM | 025816109 |
| WFC | WELLS FARGO CO NEW | 10,000 | $461K | 0.0% | $46.10 * | $41.36 | -8.2% | COM | 949746101 |
| — | CORNING NAT GAS HLDG CORP | 14,599 | $272K | 0.0% | $18.63 | $19.13 | — | COM | 219387107 |
| ZG | ZILLOW GROUP INC | 8,500 | $267K | 0.0% | $31.41 | $49.40 | -36.4% | CL A | 98954M101 |
| GS | GOLDMAN SACHS GROUP INC | 1,500 | $251K | 0.0% | $167.33 * | $176.15 | -19.4% | COM | 38141G104 |
| FITB | FIFTH THIRD BANCORP | 10,000 | $235K | 0.0% | $23.50 * | $14.70 | +21.8% | COM | 316773100 |
| AMKR | AMKOR TECHNOLOGY INC | 10,700 | $70,000 | 0.0% | $6.54 * | $6.15 | -0.5% | COM | 031652100 |
| VIPS | VIPSHOP HLDGS LTD | 12,675 | $69,000 | 0.0% | $5.44 | $5.38 | +1.5% | SPONSORED ADR | 92763W103 |